+145.9%
AR vs SOXQ
+251.3%
-105.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.9% |
| 7D | -1.3% | +2.3% | -3.6% | -2.0% |
| 30D | +3.5% | -3.9% | +7.4% | +4.5% |
| 3M | +9.9% | -4.7% | +14.6% | +8.8% |
| 6M | +4.5% | +47.9% | -43.3% | -14.3% |
| YTD | +13.7% | +64.3% | -50.7% | -11.7% |
| 1Y | +19.2% | +95.7% | -76.5% | -14.6% |
| 3Y | +46.2% | +231.5% | -185.4% | -19.9% |
| 5Y | +145.9% | +255.0% | -109.1% | +27.1% |
| All | +145.9% | +251.3% | -105.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling